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441 |
Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming
Zhao, Yonggan. - Berlin : Humboldt-Universität zu Berlin, 1999
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442 |
Hedging electricity portfolios via stochastic programming
Fleten, Stein-Erik. - Berlin : Humboldt-Universität zu Berlin, 1999
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443 |
On Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
Shapiro, Alexander. - Berlin : Humboldt-Universität zu Berlin, 1999
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444 |
Some aspects of stability in stochastic programming
Schultz, Rüdiger. - Duisburg : UD, Fachbereich Mathematik, 1999
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445 |
The Sample Average Approximation Method for Stochastic Discrete Optimization
Kleywegt, Anton J.. - Berlin : Humboldt-Universität zu Berlin, 1999
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446 |
Portfolio optimization via stochastic programming: Methods of output analysis
Enthalten in Mathematical methods of operations research Bd. 50, Nr. 2, date:10.1999: 245-270
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447 |
Dynamic programming for multidimensional stochastic control problems
Enthalten in Acta mathematica sinica, English series Bd. 15, Nr. 4, date:10.1999: 485-506
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448 |
The stochastic bottleneck linear programming problem
Enthalten in Top Bd. 7, Nr. 1, date:6.1999: 123-143
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449 |
Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search
Boston, MA : Springer US, 1998
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450 |
On stochastic integer programming under probabilistic constraints
Dentcheva, Darinka. - Berlin : Inst. für Mathematik, 1998
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